-28.2%
GPN vs VFC
-27.2%
-1.0%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -2.2% | -0.5% | -2.2% |
| 7D | -6.2% | -2.3% | -3.9% | -5.7% |
| 30D | +1.0% | -13.4% | +14.4% | +4.2% |
| 3M | +36.9% | -23.7% | +60.6% | +44.2% |
| 6M | +16.8% | -24.5% | +41.2% | +23.0% |
| YTD | +13.2% | -27.8% | +41.1% | +20.3% |
| 1Y | +1.4% | -13.5% | +14.9% | +3.2% |
| All | -28.2% | -27.2% | -1.0% | -32.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VFC.
Daily Out/Under-Performance
Portfolio return minus VFC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VFC return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded VFC wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling